sharpeRratio (Q103809)

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Moment-Free Estimation of Sharpe Ratios
Language Label Description Also known as
English
sharpeRratio
Moment-Free Estimation of Sharpe Ratios

    Statements

    instance of
    R package
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    programmed in
    R
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    last update
    5 July 2022
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    software version identifier
    1.4.3
    publication date
    5 July 2022
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    author
    Damien Challet
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    depends on software
    R
    software version identifier
    ≥ 3.5.0
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    ghyp
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    methods
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    imports
    Rcpp
    software version identifier
    ≥ 0.12.4
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    Identifiers

    CRAN project
    sharpeRratio
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